+67.2%
QLD vs FDX
+72.6%
-5.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +4.2% |
| 7D | -10.3% | -1.6% | -8.6% | -9.2% |
| 30D | -26.1% | +6.6% | -32.7% | -28.9% |
| 3M | -17.8% | -2.1% | -15.7% | -17.1% |
| 6M | -15.6% | +2.2% | -17.7% | -17.3% |
| YTD | +5.4% | +33.9% | -28.6% | -14.2% |
| 1Y | +5.2% | +50.2% | -45.0% | -20.8% |
| 3Y | +139.4% | +65.5% | +73.9% | +56.4% |
| All | +67.2% | +72.6% | -5.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling